Overriding SaveChanges and setting ModifiedDate, but how do I set ModifiedBy?

You can use the HttpContext.Current.User.Identity.Name to get the name of the current user.

public override int SaveChanges()
{
    var changeSet = ChangeTracker.Entries<IAuditable>();

    if (changeSet != null)
    {
        foreach (var entry in changeSet.Where(c => c.State != EntityState.Unchanged))
        {
            entry.Entity.ModifiedDate = DateProvider.GetCurrentDate();
            entry.Entity.ModifiedBy = HttpContext.Current.User.Identity.Name;
        }
    }
    return base.SaveChanges();
}

Better way to do this would be to use constructor injection to pass the current user to the context

public class MyContext : DbContext
{
    public MyContext(string userName)
    {
        UserName = userName;
    }

    public string UserName
    {
        get; private set;
    }

    public override int SaveChanges()
    {
       var changeSet = ChangeTracker.Entries<IAuditable>();

       if (changeSet != null)
       {
          foreach (var entry in changeSet.Where(c => c.State != EntityState.Unchanged))
          {
              entry.Entity.ModifiedDate = DateProvider.GetCurrentDate();
              entry.Entity.ModifiedBy = UserName;
          }
       }
       return base.SaveChanges();
   }
}